+20.5%
QSR vs WOLF
+44.0%
-23.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.7% |
| 7D | -4.0% | -8.6% | +4.6% | -4.2% |
| 30D | +2.8% | -18.3% | +21.0% | +2.3% |
| 3M | +5.1% | -43.1% | +48.2% | +4.1% |
| 6M | +8.8% | +42.4% | -33.6% | +9.5% |
| YTD | +14.8% | +48.9% | -34.1% | +15.9% |
| All | +20.5% | +44.0% | -23.5% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WOLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling